Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Vinci Partners Investments Ltd. (VINP) 150-Day Implied Volatility Skew data is not available for 2024-06-13.

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Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2866
Historical Volatility (Parkinson)	0.3302
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4103
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8078
Forward Price	10.49
Call Breakeven Price	13.47
Put Breakeven Price	9.34
Option Breakeven Price	11.69